Weak Solutions to the Continuous Coagulation Equation with Multiple Fragmentation Ankik Kumar Giri 1,3∗, Philippe Lauren¸cot2, Gerald Warnecke3 1 Institute for Applied Mathematics, Montan University Leoben, 1 1 Franz Josef Straße 18, A-8700 Leoben, Austria 0 2 2 Institut de Mathématiques de Toulouse, CNRS UMR 5219, Université de Toulouse, F–31062 Toulouse Cedex 9, France, n a 3Institute for Analysis and Numerics, Otto-von-Guericke University Magdeburg, J Universita¨tsplatz 2, D-39106 Magdeburg, Germany 1 2 January 24, 2011 ] P A . Abstract The existenceofweaksolutionsto the continuouscoagulationequationwithmul- h t tiplefragmentationisshownforaclassofunboundedcoagulationandfragmentationkernels, a m thefragmentationkernelhavingpossiblyasingularityattheorigin. Thisresultextendspre- viousoneswhereeitherboundednessofthe coagulationkernelornosingularityatthe origin [ for the fragmentation kernel were assumed. 1 v 9 Keywords: Coagulation; Multiple Fragmentation; Unbounded kernels; Existence; Weak com- 6 1 pactness 4 . 1 0 1 Introduction 1 1 : The continuous coagulation and multiple fragmentation equation describes the evolution of the v number density f = f(x,t) of particles of volume x ≥ 0 at time t ≥ 0 and reads i X ∂f(x,t) 1 x ∞ r a = K(x−y,y)f(x−y,t)f(y,t)dy− K(x,y)f(x,t)f(y,t)dy ∂t 2 Z0 Z0 ∞ + b(x,y)S(y)f(y,t)dy −S(x)f(x,t), (1) Zx with f(x,0) = f (x) ≥ 0. (2) 0 The first two terms on the right-hand side of (1) accounts for the formation and disappearance of particles as a result of coagulation events and the coagulation kernel K(x,y) represents the ∗Corresponding author. Tel +43 (0)3842-402-1706; Fax +43 (0)3842-402-1702 Email address: ankik-kumar.giri@unileoben.ac.at, ankik.giri@ovgu.de 1 rate at which particles of volume x coalesce with particles of volume y. The remaining two terms on the right-hand side of (1) describes the variation of the number density resulting from fragmentation events which might produce more than two daughter particles, and the breakage function b(x,y) is the probability density function for the formation of particles of volume x from the particles of volume y. Note that it is non-zero only for x < y. The selection function S(x) describes the rate at which particles of volume x are selected to fragment. The selection function S and breakage function b are defined in terms of the multiple-fragmentation kernel Γ by the identities x y S(x) = Γ(x,y)dy, b(x,y) = Γ(y,x)/S(y). (3) x Z0 The breakage function is assumed here to have the following properties y b(x,y)dx = N < ∞, for all y > 0, b(x,y) = 0 for x > y, (4) Z0 and y xb(x,y)dx = y for all y > 0. (5) Z0 The parameter N represents the number of fragments obtained from the breakage of particles of volume y and is assumed herein to be finite and independent of y. This is however inessential for the forthcoming analysis, see Remark 2.3 below. As for the condition (5), it states that the total volume of the fragments resulting from the splitting of a particle of volume y equals y and thus guarantees that the total volume of the system remains conserved during fragmentation events. The existence of solutions to coagulation-fragmentation equations has already been the subject of several papers which however are mostly devoted to the case of binary fragmentation, that is, when the fragmentation kernel Γ satisfies the additional symmetry property Γ(x +y,y) = Γ(x+y,x) for all (x,y) ∈]0,∞[2, see the survey [7] and the references therein. The coagulation- fragmentation equation with multiple fragmentation has received much less attention over the years though it is already considered in the pioneering work [10], where the existence and uniqueness of solutions to (1)-(2) are established for bounded coagulation and fragmentation kernels K and Γ. A similar result was obtained later on in [9] by a different approach. The boundedness of Γ was subsequently relaxed in [4] where it is only assumed that S grows at most linearly, but still for a bounded coagulation kernel. Handling simultaneously unbounded coagulation and fragmentation kernels turns out to be more delicate and, to our knowledge, is only considered in [5] for coagulation kernels K of the form K(x,y) = r(x)r(y) with no growth restriction on r and a moderate growth assumption on Γ (depending on r) and in [3] for coagulation kernels satisfying K(x,y) ≤ φ(x)φ(y) for some sublinear function φ and a moderategrowthassumptiononΓ(seealso[6]fortheexistenceofsolutionsforthecorresponding discrete model). Still, the fragmentation kernel Γ is required to be bounded near the origin in [3, 5] which thus excludes kernels frequently encountered in the literature such as Γ(y,x) = (α+2) xα yγ−(α+1) with α > −2 and γ ∈ R [8]. The purpose of this note is to fill (at least partially) this gap and establish the existence of weak solutions to (1) for simultaneously unbounded coagulation and fragmentation kernels K and Γ, the latter being possibly unbounded for small and large volumes. More precisely, we 2 make the following hypotheses on the coagulation kernel K, multiple-fragmentation kernel Γ, and selection rate S. Hypotheses 1.1. (H1) K is a non-negative measurable function on [0,∞[×[0,∞[ and is sym- metric, i.e. K(x,y) = K(y,x) for all x,y ∈]0,∞[, (H2) K(x,y) ≤ φ(x)φ(y) for all x,y ∈]0,∞[ where φ(x) ≤ k (1 + x)µ for some 0 ≤ µ < 1 1 and constant k > 0. 1 (H3)Γisanon-negativemeasurable functionon]0,∞[×]0,∞[ suchthat Γ(x,y) = 0if0< x R and x ∈]0,R[, (H5) for y ∈]0,R[ and any measurable subset E of ]0,R[, we have y 1 (x)Γ(y,x)dx ≤ ω(R,|E|), y ∈]0,R[, E Z0 where |E| denotes the Lebesgue measure of E, 1 is the indicator function of E given by E 1 if x ∈ E, 1 (x) := E (0 if x ∈/ E, and we assume in addition that limω(R,δ) = 0, δ→0 (H6) S ∈ L∞]0,R[. We next introduce the functional setting which will be used in this paper: define the Banach space X with norm k·k by ∞ X = {f ∈ L1(0,∞) :kfk< ∞} where kfk= (1+x)|f(x)|dx, Z0 together with its positive cone X+ = {f ∈ X : f ≥ 0 a.e.}. For further use, we also define the norms ∞ ∞ kfk = x|f(x)|dx and kfk = |f(x)|dx, f ∈ X. x 1 Z0 Z0 The main result of this note is the following existence result: 3 Theorem 1.2. Suppose that (H1)–(H6) hold and assume that f ∈ X+. Then (1)-(2) has a 0 weak solution f on ]0,∞[ in the sense of Definition 1.3 below. Furthermore, kf(t)k ≤ kf k x 0 x for all t ≥ 0. Before giving some examples of coagulation and fragmentation kernels satisfying (H1)–(H6), we recall the definition of a weak solution to (1)-(2) [12]. Definition 1.3. Let T ∈]0,∞]. A solution f of (1)-(2) is a non-negative function f : [0,T[→ X+ such that, for a.e. x ∈]0,∞[ and all t ∈[0,T[, (i) s 7→ f(x,s) is continuous on [0,T[, (ii) the following integrals are finite t ∞ t ∞ K(x,y)f(y,s)dyds < ∞ and b(x,y)S(y)f(y,s)dyds < ∞, Z0 Z0 Z0 Zx (iii) the function f satisfies the following weak formulation of (1)-(2) t 1 x f(x,t)= f (x)+ K(x−y,y)f(x−y,s)f(y,s)dy 0 2 Z0 (cid:26) Z0 ∞ ∞ − K(x,y)f(x,s)f(y,s)dy+ b(x,y)S(y)f(y,s)dy −S(x)f(x,s) ds. Z0 Zx (cid:27) Coming back to (H1)-(H6), it is clear that coagulation kernels satisfying K(x,y) ≤ xµyν+xνyµ for some µ ∈ [0,1[ and ν ∈ [0,1[ which are usually used in the mathematical literature satisfy (H1)-(H2), see also [3] for more complex choices. Let us now turn to fragmentation kernels which also fit in the classes considered in Hypotheses 1.1. Clearly, if we assume that Γ ∈ L∞(]0,∞[×]0,∞[) as in [3, 9], (H4) and (H5) are satisfied with k = kΓkL∞, θ = 0, and ω(R,δ) = kΓkL∞δ. Now let us take α α+2 x S(y) = yγ and b(x,y) = for 0 < x < y, (6) y y (cid:18) (cid:19) where γ > 0 and α ≥ 0, see [8, 11]. Then Γ(y,x) = (α+2)xαyγ−(α+1) for 0 0, y ∈]0,R[, and a measurable subset E of ]0,R[, we deduce 4 from Hölder’s inequality that y y 1 (x)Γ(y,x)dx = (α+2)yγ−(α+1) 1 (x)xαdx E E Z0 Z0 1 y ≤ (α+2)yγ−(α+1)|E|γ+γ1 xα(γ+1)dx γ+1 (cid:18)Z0 (cid:19) γ − 1 α+ 1 +γ−(α+1) ≤ (α+2)|E|γ+1(1+α(γ +1)) γ+1y γ+1 γ2 γ ≤ C(α,γ)yγ+1|E|γ+1 γ2 γ ≤ C(α,γ)Rγ+1|E|γ+1. γ2 γ This shows that (H5) is fulfilled with ω(R,δ) = C(α,γ)Rγ+1δγ+1. As for (H4), for 0< x < R < y, we write (α+2) Rγ−1 if γ ≤ α+1, Γ(y,x) ≤(α+2) Rα yγ−(α+1) ≤ ((α+2) Rα yγ−(α+1) if γ > α+1, and (H4) is satisfied provided γ < 2+α with k(R) = (α+2) Rγ−1 and θ = 0 if γ ∈]0,α+1] and k(R) =(α+2)Rα andθ = γ−(α+1)∈ [0,1[ifγ ∈]α+1,α+2[. Therefore,Theorem1.2provides the existence of weak solutions to (1)-(2) for unbounded coagulation kernels K satisfying (H1)- (H2) and multiple fragmentation kernels Γ given by (6) with α ≥ 0 and γ ∈]0,α + 2[. Let us however mention that some fragmentation kernels which are bounded at the origin and considered in [3, 5] need not satisfy (H4)-(H5). Remark 1.4. While the requirement γ < α+2 restricting the growth of Γ might be only of a technical nature, the constraint γ > 0 might be more difficult to remove. Indeed, it is well-known that there is an instantaneous loss of matter in the fragmentation equation when S(x) = xγ and γ < 0 produced by the rapid formation of a large amount of particles with volume zero (dust), a phenomenon refered to as disintegration or shattering [8]. The case γ = 0 thus appears as a borderline case. Let us finally outline the proof of Theorem 1.2. Since the pioneering work [12], it has been real- ized that L1-weak compactness techniques are a suitable way to tackle the problem of existence for coagulation-fragmentation equations with unbounded kernels. This is thus the approach we use hereafter, the main novelty being the proof of the estimates needed to guarantee the expected weak compactness in L1. These estimates are derived in Section 2.2 on a sequence of unique global solutions to truncated versions of (1)-(2) constructed in Section 2.1. After estab- lishing weak equicontinuity with respect to time in Section 2.3, we extract a weakly convergent subsequence in L1 and finally show that the limit function obtained from the weakly convergent subsequence is actually a solution to (1)-(2) in Sections 2.4 and 2.5. 2 Existence 2.1 Approximating equations In order to prove the existence of solutions to (1-2), we take the limit of a sequence of approximating equations obtained by replacing the kernel K and selection rate S by their “cut-off” 5 analogues K and S [12], where n n K(x,y) if x+y < n, S(x) if 0< x n and t ≥ 0. Observe that we then have the identity S fn = Sfn. n Next, we need to establish suitable estimates in order to apply the Dunford-Pettis Theorem [2, Theorem 4.21.2] and then the equicontinuity of the sequence (fn)n∈N in time to use the Arzelà-Ascoli Theorem [1, Appendix A8.5]. This is the aim of the next two sections. 2.2 Weak compactness Lemma 2.1. Assume that (H1)–(H6) hold and fix T > 0. Then we have: (i) There is L(T) > 0 (depending on T) such that ∞ (1+x)fn(x,t)dx ≤ L(T) for n ≥ 1 and all t ∈ [0,T], Z0 (ii) For any ε > 0 there exists R > 0 such that for all t ∈ [0,T] ε ∞ sup fn(x,t)dx ≤ ε, n≥1(cid:26)ZRε (cid:27) (iii) given ε > 0 there exists δ > 0 such that, for every measurable set E of ]0,∞[ with |E| ≤ δ , ε ε n≥ 1, and t ∈ [0,T], fn(x,t)dx < ε. ZE 6 Proof. (i)Letn ≥ 1andt ∈ [0,T]. Integrating(7)withrespecttoxover ]0,1[andusingFubini’s Theorem, we have d 1 1 1 1−x fn(x,t)dx =− K (x,y)fn(x,t)fn(y,t)dydx n dt 2 Z0 Z0 Z0 1 n−x − K (x,y)fn(x,t)fn(y,t)dydx n Z0 Z1−x 1 n 1 + b(x,y)S(y)fn(y,t)dydx− S(x)fn(x,t)dx. Z0 Zx Z0 Since K , fn, and S are non-negative and Γ satisfies (3), we have n d 1 1 n fn(x,t)dx ≤ b(x,y)S(y)fn(y,t)dydx dt Z0 Z0 Zx 1 1 1 n = Γ(y,x)fn(y,t)dydx+ Γ(y,x)fn(y,t)dydx, Z0 Zx Z0 Z1 Using Fubini’s Theorem and (H5) (with R = 1 and E =]0,1[) in the first term of the right-hand side and (H4) (with R = 1) in the second one, we obtain d 1 1 y 1 n fn(x,t)dx ≤ fn(y,t) Γ(y,x)dxdy+k(1) yfn(y,t)dydx dt Z0 Z0 Z0 Z0 Z1 1 ≤ω(1,1) fn(x,t)dx+k(1) kfn(t)k . (10) x Z0 Recalling that kfn(t)k = kfn(0)k ≤ kf k for t ≥ 0 by (9), we readily deduce from (10) that x x 0 d 1 1 fn(x,t)dx ≤ω(1,1) fn(y,t)dy+k(1)kf k. 0 dt Z0 Z0 Integrating with respect to time, we end up with 1 k(1) fn(x,t)dx ≤ kf k 1+ exp(ω(1,1)t), t ∈ [0,T]. 0 ω(1,1) Z0 (cid:18) (cid:19) Using (9) again we may estimate ∞ 1 n n (1+x)fn(x,t)dx = fn(x,t)dx+ fn(x,t)dx+ xfn(x,t)dx Z0 Z0 Z1 Z0 1 n ≤ fn(x,t)dx+ xfn(x,t)dx+kf k 0 Z0 Z1 k(1) ≤ kf k 1+ exp(ω(1,1)T)+2 =:L(T). 0 ω(1,1) (cid:20)(cid:18) (cid:19) (cid:21) (ii) For ε > 0, set R := kf k/ε. Then, by (9), for each n ≥1 and for all t ∈[0,T] we have ε 0 ∞ 1 ∞ kf k fn(x,t)dx ≤ xfn(x,t)dx ≤ 0 < ε. R R ZRε ε ZRε ε 7 (iii) Fix R > 0. For n ≥ 1, δ ∈ (0,1), and t ∈ [0,T], we define R pn(δ,t) = sup 1 (x)fn(x,t)dx : E ⊂]0,R[ and |E| ≤ δ . E (cid:26)Z0 (cid:27) Consider a measurable subset E ⊂]0,R[ with |E| ≤ δ. For n ≥ 1 and t ∈ [0,T], it follows from the non-negativity of fn, (3) and (7)-(8) that d R 1 1 (x)fn(x,t)dx ≤ In(t)+In(t)+In(t), (11) dt E 2 1 2 3 Z0 where R x In(t) := 1 (x) K (x−y,y)fn(x−y,t)fn(y,t)dydx, 1 E n Z0 Z0 R R In(t) := 1 (x) Γ(y,x)fn(y,t)dydx, 2 E Z0 Zx R ∞ In(t) := 1 (x) Γ(y,x)fn(y,t)dydx. 3 E Z0 ZR First, applying Fubini’s Theorem to In(t) gives 1 R R In(t) = fn(y,t) 1 (x)K (y,x−y)fn(x−y,t)dxdy 1 E n Z0 Zy R R−y = fn(y,t) 1 (x+y)K (y,x)fn(x,t)dxdy. E n Z0 Z0 Setting −y+E := {z > 0 : z = −y+x for some x ∈ E}, it follows from (H2) and the above identity that R R In(t) ≤ k2(1+R)µ (1+y)µfn(y,t) fn(x,t)1 (x)dxdy. 1 1 −y+E∩]0,R−y[ Z0 Z0 Since −y+E∩]0,R−y[⊂]0,R[ and |−y+E∩]0,R−y[| ≤ |−y+E| = |E| ≤ δ, we infer from the definition of pn(δ,t) and Lemma 2.1 (i) that R In(t)≤ k2(1+R)µ (1+y)µfn(y,t)dy pn(δ,t) ≤ k2L(T)(1+R)µpn(δ,t). 1 1 1 (cid:18)Z0 (cid:19) Next, applying Fubini’s Theorem to In(t) and using (H5) and Lemma 2.1 (i) give 2 R y R In(t) = fn(y,t) 1 (x)Γ(y,x)dxdy ≤ ω(R,|E|) fn(y,t)dy ≤ L(T)ω(R,|E|). 2 E Z0 Z0 Z0 Finally, owing to (H4) and (9), we have R ∞ ∞ In(t) ≤k(R) 1 (x)yθfn(y,t)dydx ≤ k(R)Rθ−1 |E| yfn(y,t)dy 3 E Z0 ZR ZR ≤k(R)Rθ−1 kf k |E| ≤ k(R)Rθ−1 kf k δ. 0 0 8 Collecting the estimates on In(t), 1 ≤ j ≤ 3, we infer from (11) that there is C (R,T) > 0 such j 1 that d R 1 (x)fn(x,t)dx ≤ C (R,T) (pn(δ,t)+ω(R,δ)+δ). E 1 dt Z0 Integrating with respect to time and taking the supremum over all E such that E ⊂]0,R[ with |E| ≤ δ give t pn(δ,t) ≤ pn(δ,0)+TC (R,T)[ω(R,δ)+δ]+C (R,T) pn(δ,s)ds, t ∈ [0,T]. 1 1 Z0 By Gronwall’s inequality (see e.g. [14, p. 310]), we obtain pn(δ,t) ≤ [pn(δ,0)+TC (R,T)(ω(R,δ)+δ)]exp{C (R,T)t}, t ∈[0,T]. (12) 1 1 Now, since fn(x,0) ≤ f (x) for x > 0, the absolute continuity of the integral guarantees that 0 sup {pn(δ,0)} → 0 as δ → 0 which implies, together with (H5) and (12) that n lim sup {pn(δ,t)} = 0. δ→0n≥1,t∈[0,T] Lemma 2.1 (iii) is then a straightforward consequence of this property and Lemma 2.1 (i). Lemma 2.1 and the Dunford-Pettis Theorem imply that, for each t ∈ [0,T], the sequence of functions (fn(t)) lies in a weakly relatively compact set of L1]0,∞[ which does not depend n≥1 on t ∈ [0,T]. 2.3 Equicontinuity in time Now we proceed to show the time equicontinuity of the sequence (fn)n∈N. Though the coagulation termscan behandledas in[3,5,12], wesketch theproofbelow forthesakeof completeness. Let T > 0, ε> 0, and φ∈ L∞]0,∞[ and consider s,t ∈ [0,T] with t ≥ s. Fix R > 1 such that 2L(T) ε < , (13) R 2 the constant L(T) being defined in Lemma 2.1 (i). For each n, by Lemma 2.1 (i), ∞ 1 ∞ 2L(T) |fn(x,t)−fn(x,s)|dx ≤ x{fn(x,t)+fn(x,s)}dx ≤ . (14) R R ZR ZR By (7), (13), and (14), we get ∞ φ(x){fn(x,t)−fn(x,s)}dx (cid:12)Z0 (cid:12) (cid:12) R (cid:12) ∞ ≤(cid:12)(cid:12) φ(x){fn(x,t)−fn(x,s)}dx(cid:12)(cid:12)+ |φ(x)||fn(x,t)−fn(x,s)|dx (cid:12)Z0 (cid:12) ZR ≤k(cid:12)(cid:12)(cid:12)φkL∞ t 1 R xKn(x−y,y(cid:12)(cid:12)(cid:12))fn(x−y,τ)fn(y,τ)dydx 2 Zs (cid:20) Z0 Z0 R n−x R n + K (x,y)fn(x,τ)fn(y,τ)dydx+ b(x,y)S(y)fn(y,τ)dydx n Z0 Z0 Z0 Zx R ε + S(x)fn(x,τ)dx dτ +kφkL∞ . (15) 2 Z0 (cid:21) 9 By Fubini’s Theorem, (H2), and Lemma 2.1 (i), the firstterm of the right-hand side of (15) may be estimated as follows: 1 R x K (x−y,y)fn(x−y,τ)fn(y,τ)dydx n 2 Z0 Z0 1 R R = K (x−y,y)fn(x−y,τ)fn(y,τ)dxdy n 2 Z0 Zy 1 R R−y = K (x,y)fn(x,τ)fn(y,τ)dxdy n 2 Z0 Z0 k2 R R−y ≤ 1 (1+x)µ(1+y)µfn(x,τ)fn(y,τ)dydx 2 Z0 Z0 k2L(T)2 ≤ 1 . 2 Similarly, for the second term of the right-hand side of (15), it follows from (H2) that R n−x R n−x K (x,y)fn(x,τ)fn(y,τ)dydx ≤ k2 (1+x)µ(1+y)µfn(x,τ)fn(y,τ)dydx n 1 Z0 Z0 Z0 Z0 ≤ k2L(T)2. 1 For the third term of the right-hand side of (15), we use Fubini’s Theorem, (H4), (H5), and Lemma 2.1 (i) to obtain R n b(x,y)S(y)fn(y,τ)dydx Z0 Zx R y R ∞ ≤ Γ(y,x)fn(y,τ)dxdy+ Γ(y,x)fn(y,τ)dydx Z0 Z0 Z0 ZR R y R ∞ ≤ fn(y,τ) 1 (x)Γ(y,x)dxdy +k(R) yθfn(y,τ)dydx ]0,R[ Z0 Z0 Z0 ZR R R ∞ ≤ω(R,R) fn(y,τ)dy+k(R) yfn(y,τ)dydx Z0 Z0 ZR ≤[ω(R,R)+Rk(R)] L(T). Finally, the fourth term of the right-hand side of (15) is estimated with the help of (H6) and Lemma 2.1 (i) and we get R S(x)fn(x,t)dx ≤ kSkL∞]0,R[L(T). Z0 Collecting the above estimates and setting 3k2L(T)2 C2(R,T) = 1 + ω(R,R)+Rk(R)+kSkL∞]0,R[ L(T) 2 (cid:8) (cid:9) the inequality (15) reduces to ∞ ε φ(x){fn(x,t)−fn(x,s)}dx ≤ C2(R,T) kφkL∞ (t−s)+kφkL∞ < kφkL∞ε, (16) 2 (cid:12)Z0 (cid:12) (cid:12) (cid:12) (cid:12) (cid:12) (cid:12) (cid:12) 10

Weak solutions to the continuous coagulation equation with multiple fragmentation

Similar Weak solutions to the continuous coagulation equation with multiple fragmentation